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 medical history, vital signs (including blood pressure), and clinical judgment. In cases of any medical concern, the investigator has the option to perform local 12-lead electrocardiogram (ECG) or local clinical laboratory testing at screening. This determination must be recorded in the participant's source documents and initialed by the investigator * Meet diagnostic and statistical manual of mental disorders (5th edition) (DSM-5) diagnostic criteria for major depressive disorder (MDD), without psychotic features based upon clinical assessment and confirmed by the structured clinical interview for DSM-5 axis I disorders-clinical trials version (SCID-CT). Must be diagnosed with first 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 of depression. The current antidepressant cannot be the first antidepressant treatment for the first lifetime episode of depression. An inadequate response is defined as less than (\<) 50 percent (%) reduction but with some improvement (that is, improvement greater than \[\>\] 0%) in depressive symptom severity with residual symptoms present, and overall good tolerability, as assessed by the massachusetts general hospital-antidepressant treatment response questionnaire (MGH-ATRQ). An adequate trial is defined as…