Increase the amount of textiles in the bedroom. Remove any wooden chairs and replace them with upholstered chairs. Lay down area rugs, especially if you have a hard wood floor. Remove your blinds and replace them with heavy curtains. Fabric helps muffle sounds, whether your noisy neighbor is downstairs or in the house next door.
Hang curtains over the entire wall that faces the noisy neighbor. Most walls can hold two or three sets of curtains, so buy that same number of curtain rods and the appropriate number of rod brackets. Screw the rod brackets into the wall as close to the ceiling as possible, and thread the curtains onto the rods. Set the rods into the brackets. Use the thickest fabric curtains you can find.
Screw a 2 by 4 piece of wood into your ceiling that spans the length of the space, if your noisy neighbor is upstairs. Screw one in every two feet using a wireless drill. Lift the sheetrock slabs to the ceiling and screw them into the pieces of lumber, creating a second ceiling. They exact number of sheetrock slabs and 2 by 4s you need will vary with your ceiling size.
Apply a 1/2 inch layer of Green Glue to an additional layer of sheet rock slabs with a putty knife, and screw them into the existing second ceiling, sandwiching the Green Glue between the layers. Green Glue converts sound energy to heat, and the second ceiling creates a sound trap. You can also do this to a wall following the same directions, if you don't want to hang curtains.