http://www.cgal.org/Manual/3.3/doc_html/cgal_manual/Interpolation_ref/Chapter_intro.html

Scattered data interpolation solves the following problem: given measures of a function on a set of discrete data points, the task is to interpolate this function on an arbitrary query point.

Natural neighbor coordinates are defined by Sibson in 1980 and are based on the Voronoi diagram of the data points. Interpolation methods based on natural neighbor coordinates are particularly interesting because they adapt easily to non-uniform and highly anisotropic data.
Another way to do interpolation is to first delaunay triangulation the input set, then rasterize these triangles, a typical method used in Graphics.