I am not sure, if it is possible to render view directly from filter, but better approach is to throw exception in your filter, for example:
throw new CHttpException(400,'Invalid data.');
Eventually you can use other status codes.
Finally, in your errorAction of Site controller, you can use multiple error views, depending on status code, or use one view, and multiple error messages, depending on error code(you can provide message as parameter, when you raise error).