Masterpieces of the Louvre

Brosfreyjan (The smiling wife, because she was a married woman (hence the word Mona, which is actually corruption of Italian Monna (from Madonna, which means 'married woman', the equivalent of the Icelandic frú, but also húsfreyja)
Geirherðinga-Lísa (Her maiden name was Gherardini, a surname derived from a germanic name equivalent with German Gerhard (Icelandic Geirharður). The typically Old Icelandic collective family name becomes Geirherðingar and Lisa herself 'Geirherðinga-Lísa'.)
Fagurborgarfegurðin (the beauty from Florence, called Flórens in Icelandic but also Fagurborg http://is.wikipedia.org/wiki/Fl%C3%B3rens
Jókund: After the French name for the painting La Gioconde, after her husband's name (Francesco) del Giocondo (her maiden's name was Gherardini), a name derived from the Late Latin Iucunda which meant "pleasant, delightful, happy". The Icelandic euivalent of Gio- in Italian personal names is Jó- (Giovanni - Jóhann), the rest is logical adaptation.
http://it.wikipedia.org/wiki/Gioconda
http://fr.wikipedia.org/wiki/La_Joconde
The name Venus can be Icelandicized as Vindís, because the vinur (friend) is related to the Latin name Venus. The Íslensk orðsifjabók mentions for the entry vinur:

vinur k. 'kær félagi,...'; samanber fareyska vinur, nýnorska vin, nýsænska vän (fornsænska vin), danska ven (forndanska win), frumnorrænir rúnar winiR, fornenska wine, fornsaxneska og fornháþýska wini < germanska *weni, samanber fornírska fine 'frændsemi' og Veni- í gallískum mannanöfnum, lat. venus 'kærleikur',...

For that reason I think a compound of Vinur (which occurs as a first element in Icelandic personal names: Vinbjörg, Vinfús, see Nöfn Íslensdinga) and -dís, a suffix found mostly as a second element in femine personal names meaning 'godess'. It somewhat sounds similar to Vanadís (nick-name of the Scandinavian equivalent of Venus) but not to a disturbing extent.

The godess Aphrodite was known to be born from the 'foam of the sea': see http://en.wikipedia.org/wiki/Aphrodite The construction haf(f)ríður, composed of Haf- (sea, a first element in many feminine personal names and -fríður, or -ríður, a second element in feminine names, which means among other things 'beauty'. Hafríður is a descriptive neonym which is phonetically similar to the Greek name at the same time.
But as for the artwork itself, we can keep things much simpler: constructions like Vindís (Haf(f)ríður) frá Meley (Meley is my personal construction for the island of Melos, Mílos, see below) or "Ástargyðjan handleggjalausa" aren't necessary:
The only thing to be done here is to adapt the name Melos to Icelandic as was done for some other Greek islands: replace the ending -os by -ey and use it as a femine personal name to designate the statue itself . The result is Meley. Examples of EXISTING icelandicized names of Greek islands:
Lemney (Limnos), see http://en.wikipedia.org/wiki/Icelandic_exonyms
Róðey for Rhodos http://is.wikipedia.org/wiki/R%C3%B3dos
Kíey for Khios (Íslenska alfræðiorðabókin, Grikkland, sjá kort)

In the same line of thought we could call Patmos Paðmey (decided to use the 'eth' here instead of the 't' because it sounds more like the Varangian toponym Paðreimur), Lesbos Lespey, Samos Samey and Melos Meley.

Nike of Samothrace: Þrakeysk sigurgyðja (Thrace is one of the 13 regions of Greece. It consists of the northeastern parts of the country, comprising the eastern part of the region of Macedonia along with the region of Thrace, and the islands of Thasos and Samothrace. Samothrace is named after the Island Samos and Thrace, but the name Þrakey (Thrace = Þrakland) suffices bacause it is the only island named after Thrace. The name Niké (godess of victory) is replaced by 'Sigurdís'.)