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I believe in zu+inf construction we can put object of verb:

"ich bevorzuge ein Haus zu bauen"
"ich bevorzuge an Sie zu denken"

What about when they are Substantiv? correct?

"Nach einem Hause Bauen waren wir müde"
"Das an Sie Denken ist schön für mich"

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    "Nach einem Hause Bauen waren wir müde" isn't proper German. – πάντα ῥεῖ Nov 23 '19 at 6:43
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    It should be "Nach dem Hausbau(en) waren wir müde." or "Nach dem Bauen des Hauses waren wir müde." Furthermore, it is "das An-Sie-Denken", i.e., it must be hyphenated because it is a single noun. – Björn Friedrich Nov 23 '19 at 12:48
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We must differentiate between simple objects and objects with a preposition.

A simple object becomes a genitive:

"ich bevorzuge ein Haus zu bauen"

becomes

Ich bevorzuge das Bauen eines Hauses.

Alternatively, often you can use a compound:

Ich bevorzuge (den) Hausbau.

This is terser and I would prefer it if the compound is a frequently used word in and of itself (for example Hausbau).

When you have a preposition, a genitive construction does usually not convey the same meaning. Fortunately, you can link two nouns with a preposition.
Therefore,

"ich bevorzuge an Sie zu denken"

becomes

Ich bevorzuge das Denken an sie

Mind however that this particular sentence sounds very unnatural, albeit grammatically correct.

Some additional remarks:

  1. There are complicated rules on commas in infinitive groups. If the infinitive has an object, I advise to set a comma after the main verb.

  2. Sentences with many substantives are hard to read. Many style guides recommend to use verbs instead.

  3. @datafiddler: "Singen üben" can also be written non-capitalized, i.e. "singen üben". See here.

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zu + infinitive is rather common, e.g. with verbs indicating a plan. see here

Ich versuche zu singen

BTW: With other verbs, you don't need/use the "zu"

Ich höre dich singen

You can add an object:

Ich versuche Lieder zu singen

If this object and thus the whole infinitive part is more complex, you need a comma and the infinitive becomes a partial sentence.

Ich wurde gefragt, Gershwin's "Summer Time" zu singen.

You can also see it opposite: There are some simple forms, allowing to omit the comma nowadays!

Nach der neuen deutschen Rechtschreibung kann man bei einem einfachen Infinitv das Komma auch weglassen, wenn der Satz dadurch nicht missverständlich wird.

Now there's a construct called "Substantivierter Infinitiv", which treats the infinitive as a noun. It's possible to add an article then. (This helps to distinguish the two, because e.g. capitalization is different, and the "zu" disappears)

Ich höre ein Singen

Ich übe Singen

When you think about objects, you then have here two nouns with their flavors of combining them to a single noun in German.

Ich liebe das Schlager Singen

Ich liebe [das] Schlagersingen

As soon as it becomes more complex, it comes to a limit, however. And you should simply avoid it.

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