Persist checkbox in gridview while custom paging

I have a created a gridview and added a checkbox in item template. This grid has few columns along with DataKey (primary key). Due to performance gain, this grid will fetch the next set of recrods on each page change based on the page number click. So that is done.

Now when user selects a checkbox in page one and then go to page 2 and coming back to page one, then user will not see the checkbox checked as the user did earlier.

So is there a good way to persist the checkbox when user move page to page?

This checkbox be used as a flag to select the rows that can be deleted later by a button outside the grid.