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I used a rubber band for years but my bands began to age and break frequently. I tried putting a small piece of transparent tape (Magic Mending Tape on the right and left side of the filter cavity that just protruded over the edge a little. That worked so well that I stopped using a rubber band. I can pull the tape out of the way and replace the filters several times before I have to replace it.

I'm so glad to hear of this happening to other people! I couldn't figure what was happening, always finding my filters out of my cpap every morning. This has been happening for about a couple months and not sure why. It's never happened before with any machine, even this one. Nothing has changed, coughing, etc. so not sure of the source but it is a real pain. I really need the filters for my allergies. I can't afford for them to lie on the floor. I think I will try the rubber band thing for now! But would love any other good input about causes, since none are apparent to me.

Rubber ages, but silicone bands stay nice much longer.
I use Sili-Bandz (bracelets for little girls) from Shopko or Dollar Tree for hose control;
as my Resmed machine has a hinged cover that keeps the filter in place.

I had this happen once in the last 5 months but i believe it was because I didn't install the fine white filter properly before installing the black foam filter on top of it.
Fixed that and it has not popped out again during the last 3 months of use.