I'd say 'filter out' sounds better here, though 'filter' and 'sieve' overlap for part of their sense-ranges.
The snag is that the most famous of these processes (acknowledgements to jwpat1,2,3 - Wikipedia) is invariably termed 'Eratosthenes's sieve' or 'the sieve of Eratosthenes' (Wikipedia). This is an example where noun and verb intercategorial polysemes don't match very satisfyingly in meaning.
The best example of this phenomenon I've come up with is 'telescope'n and 'telescope'v.