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It is well-known that many topological phase transitions of intrinsic Abelian topological phases are accompanied by condensation and confinement of anyons. However, for non-Abelian topological phases, more intricate phenomena can occur at their phase transitions, because the multiple degenerate degrees of freedom of a non-Abelian anyon can change in different ways after phase transitions. In this paper, we study these new phenomena, including partial condensation, partial deconfinement and especially anyon splitting (a non-Abelian anyon splits into different kinds of the new anyon species) using projected entangled pair states (PEPS). First, we show that anyon splitting can be observed from the topologically degenerate ground states. Next, we construct a set of PEPS describing all possible degrees of freedom of the same non-Abelian anyon. From the overlaps of this set of PEPS of a given non-Abelian anyon with the ground state, we can extract the information of partial condensation. Then, we construct a central object, a matrix defined by the norms and overlaps among the PEPS in that set. The information of partial deconfinement can be extracted from this matrix. In particular, we use it to construct an order parameter which can directly detect anyon splitting. We demonstrate the power of our approach by applying it to a range of non-Abelian topological phase transitions: From $D(S_3)$ quantum double to toric code, from $D(S_3)$ quantum double to $D(Z_3)$ quantum double, from Rep($S_3$) string-net to toric code, and finally from double Ising string-net to toric code.