Document how to return 'no value' from a lambda filter (#2761)

* Document how to filter out values in a lambda filter

* Fix the code example

components/sensor/index.rst

@@ -493,6 +493,16 @@ the result of the lambda is used as the output (use ``return``).
 Make sure to add ``.0`` to all values in the lambda, otherwise divisions of integers will
 result in integers (not floating point values).
 
+To prevent values from being published, return ``{}``:
+
+.. code-block:: yaml
+
+    filters:
+      - lambda: !lambda |-
+          if (x < 10) return {};
+          return x-10;
+
+
 Example: Converting Celsius to Fahrenheit
 -----------------------------------------