I have huge number of points saved as shapefile.
I created an empty raster file with low spatial resolution. Next, I applied gdal_rasterize on mentioned .shp and used low resolution raster as destination.
It works, but since I didn't provided an resampling method, I wonder which algorithm has been applied to prepare raster for me. Unfortunately, I can't find this information within the GDAL documentation: http://www.gdal.org/gdal_rasterize.html