Extending the answer from @MaxU, in case the coordinates are not ordered in a grid fashion (or in case some coordinates are missing), you can create your array as follows:
import numpy as np
a = np.array([(0,0,8),(0,1,5),(0,2,3),
(1,0,4),(1,1,0),(1,2,0),
(2,0,1),(2,1,2),(2,2,5)])
Here a represents your coordinates. It is an (N, 3) array, where N is the number of coordinates (it doesn't have to contain ALL the coordinates). The first column of a (a[:, 0]) contains the Y positions while the second columne (a[:, 1]) contains the X positions. Similarly, the last column (a[:, 2]) contains your values.
Then you can extract the maximum dimensions of your target array:
# Maximum Y and X coordinates
ymax = a[:, 0].max()
xmax = a[:, 1].max()
# Target array
target = np.zeros((ymax+1, xmax+1), a.dtype)
And finally, fill the array with data from your coordinates:
target[a[:, 0], a[:, 1]] = a[:, 2]
The line above sets values in target at a[:, 0] (all Y) and a[:, 1] (all X) locations to their corresponding a[:, 2] value (your value).
>>> target
array([[8, 5, 3],
[4, 0, 0],
[1, 2, 5]])
Additionally, if you have missing coordinates, and you want to replace those missing values by some number, you can initialize the array as:
default_value = -1
target = np.full((ymax+1, xmax+1), default_value, a.type)
This way, the coordinates not present in your list will be filled with -1 in the target array/