ceramic caps across diode bridge?/
It's to reduce high frequency ringing of the circuit at the end of the capacitor charging pulses. 

The charging current for the filter cap is drawn in brief high current pulses near the peak of the (roughly) sinusoidal mains-frequency input waveform. When the diode switches off you are left with leakage inductance of the transformer and stray capacitance, diode capacitance, and distributed capacitance in the coil. 

The inductance and capacitance form a tank circuit that rings at relatively high frequency. Putting a capacitor in there should reduce that so the lossy terms dominate and the ringing is reduced or eliminated. 

The caps are standard operating practice in audio circuits that use a linear supply.