Get some reno guy to fix a 3 inches thick artificial wall over the existing one with plywood, then stuff in rockwool or something like that in it. Paint over the plywood wall with whatever colour u want. Its like a mini reno over ur house.

Agreed that rockwool would be a good choice. The more compact the fibres, ie. the denser the fibres, the better the sound proofing ability.

Bass (low freq) travels further than Trebles (high freq). So to avoid disturbing others, lowering down the volm at night helps in all cases.

To install sound insulation (DIY that is, not pro), its better to install rockwool, or foam in a 1.5-2" concealed wall all around, even on the ceiling (as in above the plaster ceiling). Window, if there is any, may consider upgrade to Double Glazing, it will significantly quieten down external noise infiltration too, so it means insulation works both way.

With double Glazing window, if u install air conditioner, it will also insulate away heat infiltration too. So you will save cost. But its not easy to DIY double window glazing. Its not cheap either.