Despite the media frenzy, Reddit co-founder Alexis Ohanian and the tennis legend released few details of their ceremony. But unnamed sources told People magazine and the Daily Mail that some 250 guests were invited to the ceremony at the Contemporary Arts Center.
Workers in the Big Easy could be seen transforming the building for the ceremony, while the groom was seen arriving in shirt and shorts, with dress shoes in hand.
According the entertainment website ETonline, the wedding was to have a Beauty and the Beast theme. It said the tennis star's sister Venus was seen late Wednesday leaving the arts center, while the parking lot beside the building was full of tents and trucks unloading flowers, tables, carpets, wardrobe, and musicians.
The Daily Mail said the event would cost more than $1 million and guests would be asked not to bring their cell phones, because an exclusive photo deal has been signed with Vogue.
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They announced their engagement in December after meeting in 2015 in Rome.
Onlookers in New Orleans expressed enthusiasm for the wedding being in their city.
"We honestly love her," said resident Mary Huber, who was among a small group taking a break from work to observe the hectic scene.
"We're so glad she found happiness. Little baby Alexis is so precious!"
Williams won this year's Australian Open while pregnant, and is expected to defend her title in Melbourne in 2018 -- just four-and-a-half months after giving birth to her baby girl.