Hume said there was no self — it was just a congeries of experiences. He also denied that there were any necessary links between experiences. According to Hume we can’t know that boiling water makes an egg hard-boiled — all we know is that those ideas have been associated in the past.
Kant tried to prove that there was a necessary link among experiences and that causal laws were reliable. He did so by the transcendental deduction of the categories. Basically this says that all my perceptions have to be in principle combinable into a single consciousness — , and for them to be so combinable, they have to have an orderly connection.
But are they in principle combinable into a single consciousness? Not if they are just a congeries of experiences, as Hume thought.
I wonder if you could run Kant’s argument the other way. The world is an inter-connected whole. Therefore since I am at the center of my world, I must have at least the same degree of unity as the world has.