How do I efficiently filter computed values within a Python list comprehension?

Question

The Python list comprehension syntax makes it easy to filter values within a comprehension. For example:

result = [x**2 for x in mylist if type(x) is int]
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Answer 1

There is the plain old use of a for loop to append to a list, too:

result = []
for x in mylist:
    expense = expensive(x)
    if expense:
        result.append(expense)