Change category list to headings – h2

I want to change the category list to be displayed as h2’s instead of lists. The word category would be displayed in an h1 heading.
code example

<ul>
<li></li>
<li></li>
</ul>
To:
<h2></h2>
<h2></h2>
<h2></h2>

Does anyone know of a way to achieve this?