I realize that your schematic capture and simulation software thinks that the ground symbol is a perfect equipotential node, but in practice you must wire the negative side of the bridge directly to the negative side of the capacitor bank, and from thence wire it to the common side of the regulator, and another from the regulator to the output. There is a lot of 100 or 120 Hz pulsating current through the first of these wires. The Zener D2 should mount next to the regulator as well. If a PCB layout, treat the traces between components as wires, and run the output trace to the ground plane. The negative route should look very like the positive route on your drawing.