Anyone who's seen them knows - -they aren't Gaelic, they aren't of the DalRiada Scots, they don't have 'Here lies joe" written in Ogham Script.
... and they date older than what we call the "Celtic" era.   

We know that they fought the DalRiada Scots viciously, vigorously, and repeatedly.   They were living in "scotland" long before the groups that became 'The Scottish".    They weren't Brythonic - they'd been their far longer than those groups, too.   The last reference to their existence is remarkable, in that it refers to "Scot and Pict" fighting together, side by side, against the Brythonic groups from the south.   A remarkable entry in that the author reveals that 1) scot and pict are not the same thing and 2) picts had alarmingly teamed up with their former enemy.   At that point, we may surmise that most Picts had succumbed to slaughter.   

The constant prejudices regarding the Picts fall into two camps: 
For the Aryan invasionist types they must be iron-age immigrants from europe.  All culture must be from the Aryans ("proto-indo-europeans"), who must have shown up 6,000 years ago, built Sunhoney and other Pictish sites, and then dissapeared, undetected archeologically.   This directly contradicts the physical evidence, and common sense.
For the Celticists, the Picts can't be a non-Gaelic indigenous group, who'd lived in Pictland since the paleolithic era.  They must be a Gaelic (celtic) import.   This directly contradicts the known history of their long, paleolithic era residence in the era, their known battles with the Scots when they arrived, their lack of language remnants (the "place names" associated with their areas may not even be Pictish, they could easily be Gaelic names for those areas). 

The evidence contradicts both of these theories.  Those who live with these stones, or have studied them extensively, know better.  For archeologists and anthropologists, of course -- the ancient residency of the Picts is known and non-threatening.  There is no "problem of the Picts".  It's consistent with the physical data, consistent with DNA evidence, and consistent with the continuity of that area from the Paleolithic era till now.   

Here's some pics of Pictish stone and fort -- one of a number that I've touched.