It's important to note this paper, which is here: http://cg.cs.uni-bonn.de/aigaion2root/attachments/MSMBeyondHardShadows.pdf
Concerns itself with filtering shadows for use in light scattering, aka: https://graphics.tudelft.nl/Publications-new/2014/KSE14/KSE14.pdf
Things like this, or Nvidia's hacky tessellation based god rays, are fine, but most people use something like: http://advances.realtimerendering.com/s2015/Frostbite%20PB%20and%20unified%20volumetrics.pptx
Which can support multiple lights easier, support visible fog volumes, and even do stuff like volumetric clouds: http://advances.realtimerendering.com/s2015/The%20Real-time%20Volumetric%20Cloudscapes%20of%20Horizon%20-%20Zero%20Dawn%20-%20ARTR.pdf , all potentially faster than the previous.
That being said you can still use the moment shadow mapping stuff for filtering, and the video/paper you're interested in seems to make the pre-filtered single scattering more efficient.
The paper you mention is also used to filter translucent occluders and soft shadows, aka something like: http://www.crytek.com/download/Playing%20with%20Real-Time%20Shadows.pdf Both are nice to have if you can afford it.
But to get this long winded reply summed up, for filtering shadows you can still use exponential variance shadow mapping, which is still better looking for relatively the same speed as moment shadow mapping. Or, for say, filtering shadows specifically for atmospheric scattering/shadows on particles/etc. you can just use normal variance shadow mapping, and hope users don't notice the light leak because it's just atmospheric scattering/particles.