Hume’s so-called ‘bundle theory’ of personal identity is a person’s self is made of the mental states that it hosts, there being nothing beneath them. A swarm of bees consists of those bees; there is nothing to it besides them. Similarly, Hume though, a person is a swarm of mental states, there being nothing to him besides those mental states.
Hume’s theory is meant to validate his hard-going empiricism. When he introspects, Hume tell us, he finds no self, only particular mental states; therefore, there is no self underlying those states.
But, of course, this is poor reasoning. I can’t see gravity, but that doesn’t mean it isn’t there; it is in the very nature of forces and cohesion-relations generally that we know them by their effects—-and indeed we couldn’t possibly be acquainted with them in the way in which we are acquainted with individual rocks and trees and people, since they are relations between objects, not objects themselves.
Similarly, human beings consist of enduring (though mutable) structures that host thoughts, these structures obviously being mediated by brain-structures, that being why we can continue to exist after a dreamless sleep (or better yer, given that our brains are teeming with activity even in the deepest slumber, a cryogenic freeze): since we are identical with structures that host thoughts, which structures exist even when not hosting occurrent events, we persist even if our thought-stream is interrupted.
It is said that the Buddha had much the same view; and he certainly seem to advocate such a view at times (“all is burning, there is nothing—nay, nothingness, at the center”). But it is still false.