Fix wrong checkpoint paths in doc examples
# What does this PR do?

In some (PT) model files, there are doc examples with the wrong checkpoint paths. For example, 

```
model = BigBirdPegasusForConditionalGeneration.from_pretrained('bigbird-pegasus-large-arxiv')
```
which should be `'google/bigbird-pegasus-large-arxiv'`

This PR fixes this issue.


There is
```
MegatronBertLMHeadModel.from_pretrained('nvidia/megatron-bert-cased-345m', is_decoder=True)
```
but there is no model file at all when I searched `megatron-bert`. I am not sure what to do in this case.

## Who can review?

@sgugger @LysandreJik 
> Thanks for fixing those. For Megatron BERT, a manual download is required, see the [doc page](https://huggingface.co/docs/transformers/model_doc/megatron_bert) for more information.

OK, so I should update the doc example by using a manual download, I guess.<|||||>No need for that (as it requires some bash commands), we just shouldn't test this one.