Pramipexole Versus Escitalopram to Treat Major Depressive Disorder (MDD) and Comorbid MDD With Mild Neurocognitive Disorder (MND) in Persons With HIV

Inclusion Criteria: * Documented HIV-1 infection. * Diagnosis of MDD. * On current ART regimen for at least 90 days prior to study entry with no interruption in treatment greater than 7 consecutive days. * No plans to change ART while on study. * Plasma HIV-1 RNA levels of less than 200 copies/mL obtained within 90 days prior to enrollment. * Study candidates previously treated for depression are eligible provided the study candidate's last dose of antidepressant taken is at least 4 weeks prior to study entry, with the exception of fluoxetine, which the last dose taken must have been at least 8 weeks prior to study entry. * Laboratory values obtained within 30 days prior to study entry that meet protocol criteria as determined by the site investigator of record. * Study candidates of child-bearing potential must have a negative serum or urine pregnancy test performed at screening and within 2 days prior to study entry. * Study candidates of child-bearing potential who are participating in sexual activity that could lead to pregnancy must agree to use at least one highly effective method for contraception. Exclusion Criteria: * Active suicidality, and/or severe MDD, psychotic disorders, manic or hypomanic symptoms occurring in the context of bipolar disorder type I or II, or cyclothymic disorder, or another current Axis I diagnosis judged by the investigator to interfere with the trial. * Study candidate self-report of depressive symptoms that have persisted for over 50 percent of waking hours and for over 50 percent of days over the 24 months prior to study entry. * Severe, active alcohol or substance use disorder by DSM-5-TR criteria in the 6 months prior to study entry. * Active alcohol or substance use judged by the investigator to interfere with the trial. * Any acute infection within 14 days prior to study entry. * Acute or serious illness requiring systemic treatment and/or hospitalization within 90 days prior to study entry. * Active coronary artery disease (CAD) or myocardial infarction (MI) within 180 days prior to study entry. * Presence of rheumatoid arthritis, Sjogren's syndrome, systemic lupus erythematosus (SLE), dermatomyositis, ulcerative colitis, Crohn's disease, or other chronic inflammatory conditions. * Immune reconstitution inflammatory syndrome (IRIS) or a history of IRIS within 180 days prior to study entry. * Unstable or advanced liver disease. * Receipt of medications judged by the site investigator to significantly influence depression or neurocognitive function within 30 days prior to study entry. * Non-HIV-associated neurological disorder comorbidity. * Diagnosis of epilepsy with antiepileptic drug treatment. * Untreated HCV infection and HCV viremia. * Current CNS malignant tumor or CNS opportunistic infection (OI). * Current systemic malignant tumor or of a current systemic AIDS-defining OI. * History of completed treatment of CNS or systemic malignant tumor within the 5 years prior to study entry. * History of completed treatment of CNS OI within the 5 years prior to study entry. * Documented history of completed treatment of systemic AIDS-defining OI, as well as Mycobacterium Tuberculosis Infection, within the 180 days prior to study entry. * New diagnosis of syphilis or treatment for syphilis within the 180 days prior to study entry. * History of neurosyphilis. * Severe chronic obstructive pulmonary disease. * Congestive heart failure (CHF). * Use of systemic steroids daily (except testosterone). * Diseases that cause a known bleeding diathesis. * Immunostimulant therapies and trials of non-FDA-approved ARV medications within 30 days prior to study entry. * Immunosuppressive medications if judged by the investigator to affect study outcomes. * Currently pregnant, planning to become pregnant during the study period, or currently breastfeeding. * Known allergy/sensitivity or any hypersensitivity to the study drugs or their formulations. * Study candidates on prohibited medications at the time of screening will be excluded from study participation. Inclusion Criteria for Participants at US Sites Who Consent to the Lumbar Puncture (LP) Procedure: * Non-focal neurological examination. Study candidates with focal findings should have expert assessment for mass effect prior to the LP. * Laboratory values that meet LP protocol criteria as determined by the site investigator. Exclusion Criteria for Participants at US Sites who Consent to the LP Procedure: * Current use of anti-coagulants. * Known presence of intracerebral mass or lesion that is judged to affect the safety of an LP. * Known presence of an active CNS infection that could alter CNS/CSF inflammatory measures. * Known allergy to lidocaine. * Individuals who are unable to safely tolerate an LP due to physical limitation or condition. * Body mass index (BMI) greater than 40 kg/m\^2.