The purpose of this study is to evaluate sleep in participants with Major Depressive Disorder with moderate to severe insomnia symptoms (MDDIS) or MDD with no or mild insomnia symptoms (non-MDDIS), using an at-home sleep Electroencephalogram (EEG; a device that records brain activity during sleep). The study also aims to examine the association between objective sleep EEG features (measured using devices) and subjective sleep measures (self-reported experiences, such as how a person feels about their sleep) in participants with MDDIS or non-MDDIS.