Comparing the Efficacy of Heated Yoga and Sauna as a Treatment for Depression

This is a parallel group study design. The investigators plan to enroll 120 adults who have at least moderate depression and will be randomized in an equal allocation ratio (i.e., 1:1:1) across three groups: heated yoga vs. sauna vs. a mindfulness app. The interventions will be provided over a 12-week period and assessments will occur at baseline (Week 0), mid-intervention (Weeks 4 \& 8), post-intervention (Week 12, primary outcome), and at a 4-week (Week 16). Then participants enter an optional 1-month choice intervention period with a post-assessment (Week 20).