How well do you know your other neighbours? Talk to them and find out whether they are annoyed by this too.
I would not hesitate to ask these inconsiderate people to turn it down after 11 p.m especially, but I don't live in the UK and here it is a disturbance of the peace to play loud music after 9.pm or use power tools late at night or before normal working hours, and we don't have to mention these things when try to sell our properties either.
In no circumstances should you write an anonymous letter to them - no-one can be expected to take any notice of an unsigned letter.
Explain politely either in a signed letter, or when you see them and they are sober that you have to get up early on week-day mornings and their loud music at night is disturbing you.
Being asked for an honest opinion

