  Sub-Neptunes with $2-3R_\oplus$ are intermediate in size between rocky
planets and Neptune-sized planets. The orbital properties and bulk compositions
of transiting sub-Neptunes provide clues to the formation and evolution of
close-in small planets. In this paper, we present the discovery and follow-up
of four sub-Neptunes orbiting M dwarfs (TOI-782, TOI-1448, TOI-2120, and
TOI-2406), three of which were newly validated by ground-based follow-up
observations and statistical analyses. TOI-782 b, TOI-1448 b, TOI-2120 b, and
TOI-2406 b have radii of $R_\mathrm{p} = 2.740^{+0.082}_{-0.079}\,R_\oplus$,
$2.769^{+0.073}_{-0.068}\,R_\oplus$, $2.120\pm0.067\,R_\oplus$, and
$2.830^{+0.068}_{-0.066}\,R_\oplus$ and orbital periods of $P = 8.02$, $8.11$,
$5.80$, and $3.08$\,days, respectively. Doppler monitoring with Subaru/InfraRed
Doppler instrument led to 2$\sigma$ upper limits on the masses of $<19.1\
M_\oplus$, $<19.5\ M_\oplus$, $<6.8\ M_\oplus$, and $<15.6\ M_\oplus$ for
TOI-782 b, TOI-1448 b, TOI-2120 b, and TOI-2406 b, respectively. The
mass-radius relationship of these four sub-Neptunes testifies to the existence
of volatile material in their interiors. These four sub-Neptunes, which are
located above the so-called ``radius valley'', are likely to retain a
significant atmosphere and/or an icy mantle on the core, such as a water world.
We find that at least three of the four sub-Neptunes (TOI-782 b, TOI-2120 b,
and TOI-2406 b) orbiting M dwarfs older than 1 Gyr, are likely to have
eccentricities of $e \sim 0.2-0.3$. The fact that tidal circularization of
their orbits is not achieved over 1 Gyr suggests inefficient tidal dissipation
in their interiors.
