Tune into an internet radio station such as
www.1club.fm , select one of the dance channels, breakbeat probably is best, turn the bass up and the treble down and set it going. The irregular bass beat will penetrate their walls, but give nothing else away to the tune of the song.
in all seriousness though, talk to them, explain why them partying unti that late is terrible for you, and that you will be forced to call the police if they are disturbing you that late again, because your family is more important to you than your relationship with them.