Kai:
In all my years of making power supplies from low voltage AC transformers I have yet to ever put capacitors across the diodes of the bridge. That may be necessary for a bridge that rectifies a square wave but not normally useful as I see in this application.

I challenge you to open 10 differennt models of DC output wall warts that are transformer types and tell me how many of them have capacitors across the diodes in the bridge.

As far as the ground in the bridge. I don't know what you are talking about. The common anode pair in a bridge goes to the local ground reference of the circuit. My drawing was not even beginning to imply that the symbol shown was hooking to anything else or even earth for that matter.

Michael Karas