Some people assume a HEPA filter is the ultimate cleaning tool. It is not. Your situation may vary. You still need to take care of things outside of the HEPA filter. A HEPA filter is not a guarantee of a job well done.
Some allergy sufferers feel that opening their window is bad. You need to allow fresh air into your home for at least an hour each day. After this, you can let the purifier do its job. A purifier is not an excuse to stay locked up inside your home or room. Doing this may compound the situation.
Some people believe that air purifiers will remove their odors in their home. This is not true. Someone who has a small amount of carbon in their filter can achieve this. Everyone else will need some sort of odor repellant.
Do not believe for a second that running the purifier at any speed will get the job done. Do not run it at a low speed. You may want to save energy, but this is the wrong way. This will reduce the footage you are able to focus on. Are you worried about keeping up your family or neighbors? Run the purifier earlier in the day or evening.