You need density between them and you to kill the sound. Best way to do it is to install sound isolation strips (Z-strips) horizontally on the wall with drywall screws into the studs. Then attach a layer of 5/8" drywall hung vertically with the screws not touching the other wall. Tape and fill the added drywall but caulk the ends and the ceiling. Also caulk around electrical boxes.
When you are through, it can be an attractive wall.
I give you a lot of tips on drywalling on my website at www.bobf.info.