A Study to Evaluate Sleep Electroencephalogram (EEG) Features (Brain Activity While Sleeping) in Participants With Major Depressive Disorder (MDD)

Inclusion criteria:

• Participants must be medically stable, based on investigator review of medicalhistory, vital signs (including blood pressure), and clinical judgment. In cases ofany medical concern, the investigator has the option to perform local 12-leadelectrocardiogram (ECG) or local clinical laboratory testing at screening. Thisdetermination must be recorded in the participant's source documents and initialedby the investigator

• Meet diagnostic and statistical manual of mental disorders (5th edition) (DSM-5)diagnostic criteria for major depressive disorder (MDD), without psychotic featuresbased upon clinical assessment and confirmed by the structured clinical interviewfor DSM-5 axis I disorders-clinical trials version (SCID-CT). Must be diagnosed withfirst depressive episode prior to age 60

• Have had an inadequate response to at least 1 but no more than 2 antidepressants,administered at an adequate dose and duration started in the current episode ofdepression. The current antidepressant cannot be the first antidepressant treatmentfor the first lifetime episode of depression. An inadequate response is defined asless than (<) 50 percent (%) reduction but with some improvement (that is,improvement greater than [>] 0%) in depressive symptom severity with residualsymptoms present, and overall good tolerability, as assessed by the massachusettsgeneral hospital-antidepressant treatment response questionnaire (MGH-ATRQ). Anadequate trial is defined as an antidepressant treatment for at least 6 weeks on astable dose at or above the minimum therapeutic dose specified in the MGH-ATRQ, andthis must include the participant's current antidepressant treatment

• Is receiving and tolerating well any one of the following selective serotoninreuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI) fordepressive symptoms at screening, in any formulation and approved by the Food andDrug Administration (FDA): citalopram, duloxetine, escitalopram, fluvoxamine,fluoxetine, milnacipran, levomilnacipran, paroxetine, sertraline, venlafaxine,desvenlafaxine, vilazodone, or vortioxetine at a stable dose (at therapeutic doselevel per MGH-ATRQ) for at least 6 weeks

• Has a body mass index (BMI) of 18 to 40 kilograms per meter square (Kg/m^2),inclusive

Exclusion criteria:

• Had major surgery (for example, requiring general anesthesia) within 2 weeks beforescreening, or will not have fully recovered from surgery, or has surgery plannedduring the time the participant is expected to participate in the study

• Has a history of treatment-resistant MDD, defined as a lack of response to 2 or moreadequate antidepressant treatments in the current episode, as indicated by no orminimal (less than or equal to [<=] 25%) improvement in symptoms when treated withan antidepressant of adequate dose (per MGH-ATRQ) and duration (at least 6 weeks)

• Has a primary DSM-5 diagnosis of panic disorder, generalized anxiety disorder,social anxiety disorder, or specific phobia which has been the primary focus ofpsychiatric treatment within the past 2 years. These are allowed as secondarydiagnoses if MDD is the primary focus of treatment according to the investigator

• Has a history or current diagnosis of a psychotic disorder, bipolar disorder,intellectual disability, autism spectrum disorder, borderline personality disorder,or somatoform disorders

• Has cognitive impairment per investigator judgment that would render the informedconsent invalid or limit the ability of the participant to comply with the studyrequirements. Participant has neurodegenerative disorder (for example, alzheimer'sdisease, vascular dementia, parkinson's disease with clinical evidence of cognitiveimpairment) or evidence of mild cognitive impairment