Find a way to make them suffer just like you. They must sleep sometimes.
Whilst living and working in London in the 80's my next doors (semi-detached) house played loud music into the early hours 4 or 5 nights a week. The thud of the deep base was nearly shaking the house on some occasions and as I arrose to get ready for work each morning at 5.30-6.00am I was well peeved.
One morning as I was getting up and the music was still playing I had an idea.
My wardrobe was built-in against the parting wall between both properties. I put my two large speakers in the wardrobe facing the wall with pillows behind them. I put a Neil Young cassete in the tape deck and set it on repeat. Just before I left the house, I turned the volume all the way up. There was no more loud music for the rest of that week, and when the resumed it I repeated the process all over again twice. Then they gave in.
Am sure they learned the words of 'Four Strong Winds' and 'Heart of Gold' off by heart in those weeks. I never heard any loud music from that house during the night from that time on.