The reason behind this is that capacitor allow AC and block DC. Choke filter came into existence due to shortcomings of the series inductor and shunt capacitor filter. A series inductor filter filters the output current but reduces the output current (RMS value and Peak value) up to a large extent.
A capacitor input supply typically might use a choke with a 250 ohm - 1K DCR. The higher the resistance, the more voltage drop and the poorer the regulation, but the cost will be lower. As for the inductance value, this depends on how much filtering you want.
The advantage of the capacitor input filter is higher output voltage, but it has poorer voltage regulation than the choke input filter. The output voltage approaches sqrt (2)*Vrms of the AC voltage. The choke input supply will have a choke immediately following the rectifier.
In electronics, a choke is an inductor used to block higher-frequency alternating currents (AC) while passing direct current (DC) and lower-frequency ACs in a circuit. A choke usually consists of a coil of insulated wire often wound on a magnetic core, although some consist of a doughnut-shaped ferrite bead strung on a wire.
There are two common power supply configurations: capacitor input and choke input. The capacitor input filter doesn't necessarily have to have a choke, but it may have one for additional filtering. The choke input supply by definition must have a choke.
A choke, as with any inductor, also exhibits some degree of self-capacitance or "distributed capacitance". This capacitance in conjunction with the design inductance are resonant at some particular frequency. At low frequencies this capacitance has virtually no effect and the choke could be depicted as in "A" below in Figure 1.