Put an anonymous note through your neighbour's door. You know you don't have to write it with your writing, you can write it in capital letters ot cut the letters out from a magazine or a newspaper. I'm not kidding. Ok. I'm serious.
However, they could think it's you and think that you don't dare to talk to them. This is worse.
My neighbour usually takes his broom and hits my ceiling. This is something annoys me a lot bc he and her wife are so strict with others' noises. They never hear their own noises.
If it's something your neigbour does regularly, the best is telling to him in the first choice. You know how to tell things. You tell them to me and I never get angry with you. On the contrary.