Just to expand a bit, the component of smoke that you usually see is particulate matter. You can remove this with a particulate filter, but this only gets rid of the danger of particulate inhalation. Smoke is a complex mixture of different compounds, each with associated risks, and filtering out the visible portion of the smoke, doesn't necessarily reduce the risk of inhalation; another component could be far more damaging.
Just remember that at BEST, the smoke only contains the products of complete combustion of the fuel (carbon dioxide, nitrogen oxides, water assuming that the matter is ideally organic i.e. with no other trace elements than carbon, nitrogen, hydrogen and oxygen). In reality there are lots of other components of smoke due to presence of metals, incomplete combustion products etc etc.
Something that you might find interesting: Wikipedia: Smoke Inhalation