title: Tensorflow-probability transform event shape of JointDistribution
body: <p>I would like to create a distribution for n categorical variables C_1,.., C_n whose event shape is n. Using JointDistributionSequentialAutoBatched the event dimension is a list [[],..,[]]. For example for n=2</p>
  <pre class="lang-py prettyprint-override"><code>import tensorflow_probability.python.distributions as tfd
  
  probs = [
      [0.8, 0.2], # C_1 in {0,1}
      [0.3, 0.3, 0.4] # C_2 in {0,1,2}
      ]
  
  D = tfd.JointDistributionSequentialAutoBatched([tfd.Categorical(probs=p) for p in probs])
  
  &gt;&gt;&gt; D
  &lt;tfp.distributions.JointDistributionSequentialAutoBatched 'JointDistributionSequentialAutoBatched' batch_shape=[] event_shape=[[], []] dtype=[int32, int32]&gt;
  
  </code></pre>
  <p>How do I reshape it to get event shape [2]?</p>